Tags

85,662 Quants.

Online

Automate strategy

Praveen Kumar

edit

0

Hi everyone,

after lot of hardwork, I manage to build a successful strategy, I trade this strategy manually, Now I want to automate this strategy, How I can do it. I am novice programmer, please help me. its very simple strategy buy low sell high.

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Welcome @Praveen! Buy low sell high sounds like a hard one to automate ;). Can you determine your strategy actions with mathematics or fixed rule based steps?

The biggest issue most people have converting their manual strategy into an algorithmic one is how gray your manual rules can be (because of your human judgement factors).

0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Praveen Kumar

50,

Thanks Jared,

I have written Amibroker AFL for this strategy. But I need to convert into Python/java to completely automate....i find very difficult to do it...any good programmer can help me please?

_SECTION_BEGIN("");
_N(Title = "{{NAME}} - {{INTERVAL}} {{DATE}}: "+_DEFAULT_NAME()+" : {{OHLCX}} {{VALUES}}"
+"\n"+EncodeColor(colorYellow)+
WriteIf(s,"EXIT all Short positions\nif trading long positions, enter long Now-\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(L+.75*ATR(5),1.4)+" ,","")+
WriteIf(ss,"exit all long positions today with a Market On Close (MOC) order\nOR at the market price on tomorrow's Open with stop="+EncodeColor(4)+WriteVal(Ref(H+.75*ATR(5), -1),1.4)+",","")+
WriteIf( sss ,"No trading signals today.","") );

It looks like fairly standard code. If there's someone eager they could actually write a base library to QuantConnect which would implement the same functions.

E.g. PDI(20) could easily be a C# function, are you strong with C# and AmiBroker?

We open sourced the base code so you can download and code locally in visual studio. https://github.com/QuantConnect/QCAlgorithm

0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

P. Ramulu

20,

Hi Praveen,

it showing error that variebles used without initializing. please verify.

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

Discussion Tags

FAQ

A:

Please send bug reports to support@quantconnect.com

Please send bug reports to QuantConnect Support so our team can respond as quickly as possible.
Click Support Request below to submit your discussion as a bug report, or Publish Discussion to
continue posting as a discussion to the forums.